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Soc. Generale Call 100 EL 20.09.2.../  DE000SU18YS9  /

Frankfurt Zert./SG
30/07/2024  21:45:03 Chg.-0.090 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
0.700EUR -11.39% 0.730
Bid Size: 5,000		 0.740
Ask Size: 5,000		 Estee Lauder Compani... 100.00 USD 20/09/2024 Call
 

Master data

WKN: SU18YS
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/09/2024
Issue date: 15/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.79
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.07
Implied volatility: 0.53
Historic volatility: 0.39
Parity: 0.07
Time value: 0.72
Break-even: 100.33
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.56
Theta: -0.07
Omega: 6.65
Rho: 0.06
 

Quote data

Open: 0.720
High: 0.740
Low: 0.660
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month
  -40.68%
3 Months
  -84.72%
YTD
  -85.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.740
1M High / 1M Low: 1.190 0.640
6M High / 6M Low: 5.650 0.640
High (YTD): 13/03/2024 5.650
Low (YTD): 18/07/2024 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   3.265
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.60%
Volatility 6M:   122.70%
Volatility 1Y:   -
Volatility 3Y:   -